Signs of a REAL system - page 10

 
faa1947 >> :

The main requirement for a TC is systematic.

umm ..... lose the thread ;)

in this thread (I would like to see) signs of a REAL system. i.e. if the system is built like this, then it is wrong, because....

 
ForexTools писал(а) >>

hmmm ..... lose the thread ;)

In this thread (I'd like to see) the signs of a wrong system. i.e. if the system is built like this, it's wrong, because....

For those who are in a tank: TS is not right, if it has no systematic principle, ie does not analyze the trend, volatility and so on down the list.

 
faa1947 >> :

The main requirement for a TS is consistency. If we assume that the TS recognizes some patterns (the intersection of two MAs), then the characteristics of this pattern should reflect the different, orthogonal aspects of this pattern. For example in Metastock all indicators are divided into the following groups: trend, volatility, momentum, cycle, market strength and support/resistance. I would add here market fractality. There may be other ideas of systematicity, but systematicity has never been discussed on this forum. I once tried to criticise the Metacquot indicator set from this point of view, which simply has no idea, but even ROSH brushed it off. I want to emphasise that the idea of systematicity is a requirement to organise the structure and the binding parts of that TC structure, "fitting" is about testing, not the structure of the TC.

О! Greetings from an old user of metas.)))

But I'd brush it off too - who needs it. Do you seriously believe that it will allow you to write a systematic TS?) If people do not know what they need a particular tool for, their rubric will not replace Schwager's Talmuds, for example))).

Otherwise, yes - the rubric in MT is wild. But I honestly don't think it's the biggest problem. Or a problem at all.

On systematicity. Is there any other way to write TC? That's why it's a SYSTEM, to be systematic. I don't know, I assumed that was implied and lies outside the scope of this thread.
 
Svinozavr >> :

1)What is a non-profit process? Looking at quotes? )))

2)Mm-hmm. the sign of a proper TS is the denial of TA. )))

MM is a la Maxwell's demon. You can. But it's just not the only way and not the most profitable. The measurement problem is the inevitable losses.

3)The market has inertia. TS based on this principle work. This is mainly about them here.

1) I hope you know the word "knowingly" and the question was rhetorical. If not, I have the answer in numbers.

2) Do not exaggerate. We should give technicians a simple rule: "If the TA works, it is not the TA that works - it is an inefficient market.

3) The market does not have inertia, respectively TS based on this principle does not work.

 
faa1947 >> :

For those who are in the tank: an TS is not correct if it does not have a systematic principle, i.e. it does not analyse the trend, volatility and so on down the list.

>> Uh-huh. A TS is not correct if it is not a TS. >> Got it.

 
Svinozavr писал(а) >>
That's what a SYSTEM is for, to be systematic. I don't know, I assumed that was implied and lies outside the scope of this thread.

Let's look at the beginning of this post, the correct TS if it hasn't been tweaked. I gave six signs of systematicity as an example - nothing like that I've seen on this forum (or any others). The obvious ones are other facts, such as tinkering, that have been chewed on for years.

If the principle of systemicity were discussed, there would never be a discussion of "how to make an unsteady dynamical system stationary" - like humpbacking Apollo of Belvedere.

 
lea >> :

  • The results on the other TF are very different (for the worse) with respect to the basics,

I disagree. Although price behaviour is sometimes fractal, this behaviour varies widely from TF to TF. Consequently, patterns from large TFs do not always work on smaller TFs.

UPD: Fractal means in mathematical sense.

Yes, yes, mathematically. Random walk is fractal, it cannot be otherwise. The time series (aka random walk) is fractal. Accordingly, there are no patterns of higher/lower TFs => history does not repeat itself - the basic principle of TA is not fulfilled.

 
coaster >> :


Any system is correct (even if it contains signs of incorrectness) if it produces stable profits in the present

I forgot to add that it makes a statistically significant profit.

 
FOXXXi >> :

1) I hope you know the word "knowingly" and the question was rhetorical. If not, I have the answer in numbers.

2) Do not exaggerate. In general, we need to give technicians a simple rule: "If the TA works, it is not the TA that works - it is an inefficient market. If the TA does not work, it does not mean that the market is efficient.

The market does not possess inertia, respectively TS based on this principle does not work.

1) Stop being obscurantist - there is no such process in analysis. In short.

2) I'll get it. I'll just fix the grammatical errors.

3) No comment. They would be even strange in this context.


4) Hunting for boorishness and raving - the branch is made elementary. Good luck with the audience and a full house.

 
Svinozavr писал(а) >>

Uh-huh. CU isn't right if it's not CU. You got it.

Why would you do that. It doesn't make sense to teach the engine of a car from the rest of the car. We are constantly discussing a part of the TC, while assuming that the rest is in the head or actually has the rest of the TC. And what are they? The principle of systematicity, which I raised, refers only to inputs and outputs. Let us discard the rest for the time being. If we manage to impose requirements on completeness and orthogonality of the input-output sign space, we will be able to discuss other parts of TS.